GPU Support for ORE
Open Risk Engine implements support for GPUs
Open Risk Engine by Acadia is implementing support to run on GPUs.
A tutorial for running on GPU instead of CPU can be found here:
and you can listen to the pod cast for more details here:
If you’ve been paying attention, you’ll recall that COREx the risk analytics HPC benchmark is based on ORE. The answer to the obvious question? Stay tuned...